Explicit option pricing with additive processes (Q6941588)
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scientific article; zbMATH DE number 8081510
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Explicit option pricing with additive processes |
scientific article; zbMATH DE number 8081510 |
Statements
Explicit option pricing with additive processes (English)
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19 August 2025
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explicit option pricing
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additive processes
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implied volatility surface
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implied volatility skew
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large strike implied volatilities
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infinitely divisible distributions
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